I am using "regular" RCBS dies in an RCBS Rockchucker, and I am having trouble with C.O.L. consistency. Basically, I will set the die for a given C.O.L. by trial (I set the bullet, measure it, turn the screw, run the shell through again, re-measure, turn the set screw again, until the round has the C.O.L. I want), but subsequnt rounds made immediately afterwards on the same die will have C.O.L.'s varying as much as .02 in. What am I doing wrong here or do I need to upgrade to more expensive dies?

It's no problem. It's just that even expensive target bullets have different lengths (nose Length.) They are seated with the die parts touching the "curve of the bullet nose", not the point.
JL

The problem is the difference of the bullet lenghts i have measured some MatchKings with as much variation as .005", an easy way to fix would be to sort all your bullets by lenght or just buy a Forster or a Redding Competion Seater.

Most rifle bullet seaters push the bullet not by the tip itself but on the curved part further down (ogive). So, measuring the OAL from the bullet point can produce different readings because most bullets vary somewhat in their form. The relationship of the bullet tip to the lands isn't that important to accuracy. But the relationship of the ogive to the lands is. For measuring the seating length at the ogive I use a Comparator, produced by Stony Point, which measures the bullet at the ogive. That way, even thought the OAL from base to tip varies I know that the relationship of the ogive to the lands is constant.

Jim:
What the others said regarding measuring to the ogive. I use competition bullet seating dies and will seat the bullets of an entire box of cartridges about 0.005" longer than I want with the die set at one setting. I then go back and measure the 1st cartridge to the ogive and adjust the die to seat the bullet to my desired length. Using digital calipers and the Stoney Point gauge makes this very easy since you can "zero" the calipers to your length and then each subsequent cartridge is only a few thousandths off.
I realize most guys don't do this but I guess I'm just anal about it.
Good luck, Bear in Fairbanks